+204.1%
QSR vs FDS
+151.6%
+52.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.0% |
| 7D | +2.4% | -1.9% | +4.3% | +3.0% |
| 30D | +7.6% | +9.0% | -1.4% | +4.4% |
| 3M | +12.6% | +18.9% | -6.2% | +5.3% |
| 6M | +14.4% | +35.1% | -20.8% | +1.0% |
| YTD | +19.6% | +5.5% | +14.1% | +14.7% |
| 1Y | +33.9% | -16.8% | +50.7% | +39.9% |
| 3Y | +27.1% | -28.1% | +55.2% | +38.7% |
| 5Y | +48.5% | -17.4% | +66.0% | +49.2% |
| 10Y | +126.2% | +85.4% | +40.8% | +44.8% |
| All | +204.1% | +151.6% | +52.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling